-11.1%
VRSK vs XME
+162.6%
-173.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.2% |
| 7D | -5.2% | -4.2% | -1.0% | -5.0% |
| 30D | -2.3% | -2.7% | +0.4% | -2.2% |
| 3M | -2.9% | -3.9% | +1.0% | -2.6% |
| 6M | -12.8% | -1.0% | -11.8% | -13.0% |
| YTD | -20.8% | +9.8% | -30.6% | -22.4% |
| 1Y | -33.2% | +32.5% | -65.8% | -36.6% |
| 3Y | -26.6% | +124.3% | -150.9% | -38.1% |
| All | -11.1% | +162.6% | -173.7% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded XME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling